MARC Record from harvard_bibliographic_metadata

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001 012799532-3
005 20110808161333.0
008 110420s2011 enka b 001 0 eng d
010 $a 2011411072
015 $aGBB094979$2bnb
016 7 $a015623280$2Uk
020 $a9780230283640 (hbk.)
020 $a0230283640 (hbk.)
035 $a(PromptCat)99943514701
035 0 $aocn695663289
040 $aNLE$cNLE$dDLC$dCDX$dUKM$dYDXCP$dBWX$dYOU$dMIA$dIUL$dPIT$dPMC
042 $alccopycat
050 00 $aHB141$b.N6574 2011
082 04 $a332.63221015118$222
245 00 $aNonlinear financial econometrics :$bMarkhov switching models, persistence and nonlinear cointegration /$cedited by Greg N. Gregoriou, Razvan Pascalau.
260 $aBasingstoke, Hampshire :$bPalgrave Macmillan,$c2011.
300 $axix, 196 p. :$bill. ;$c23 cm.
504 $aIncludes bibliographical references and index.
505 0 $aValuing equity when discounted cash flows are Markov / Jeremy Berkowitz -- Markov switching mean-variance frontier dynamics : theory and international evidence / Massimo Guidolin and Federica Ria -- A Markov regime-switching model of stock return volatility : evidence from Chinese markets / Thomas C. Chiang, Zhuo Qiao and Wing-Keung Wong -- Nonlinear persistence and copersistence / Christian Gourieroux and Joann Jasiak -- Fractionally integrated models for volatility : a review / Dean Fantazzini -- An explanation for persistence in share prices and their associated returns / Derek Bond and Kenneth A. Dyson -- Nonlinear shift contagion modeling : further evidence from high frequency stock data / Mohamed El Hedi Arouri ... [et al.] -- Sparse-patterned wavelet neural networks and their applications to stock market forecasting / Jack Penm and R.D. Terrell -- Nonlinear cointegration and nonlinear error-correction models : theory and empirical applications for oil and stock markets / Mohamed El Hedi Arouri, Fredj Jawadi and Duc Khuong Nguyen.
650 0 $aEconometric models.
650 0 $aNonlinear theories.
650 0 $aMarkov processes.
650 0 $aCorporations$xValuation$xEconometric models.
700 1 $aGregoriou, Greg N.,$d1956-
700 1 $aPascalau, Razvan.
899 $a415_565120
988 $a20110608
906 $0OCLC